Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 640.623996 656.130658 671.385022 687.516273 704.085939 720.605272 738.315573
2026-02-01 619.902625 642.688018 665.407211 689.759194 715.120895 740.754640 768.621588
2026-02-08 605.675880 633.582353 661.685327 692.109719 724.120945 756.806205 792.708659
2026-02-15 593.571459 625.527619 657.974066 693.392071 730.974853 769.675094 812.553146
2026-02-22 583.523460 618.911890 655.101368 694.891264 737.427749 781.555090 830.818204
2026-03-01 574.250197 612.599999 652.070307 695.749481 742.756454 791.848343 847.029961
2026-03-08 565.236507 606.164182 648.534980 695.702298 746.774154 800.438704 861.140047
2026-03-15 558.385016 601.752676 646.894708 697.424899 752.450684 810.601471 876.764722
2026-03-22 550.841431 596.331571 643.923707 697.471106 756.093557 818.377274 889.633486
2026-03-29 545.348773 592.939626 642.969764 699.535925 761.777372 828.243521 904.684203
2026-04-05 540.962399 590.592527 643.006173 702.543929 768.372258 839.011447 920.659723
2026-04-12 535.978617 587.437221 642.018851 704.294300 773.466590 848.038623 934.645577
2026-04-19 532.529065 585.881450 642.712717 707.836049 780.497451 859.187011 951.005237
2026-04-26 528.440636 583.503348 642.395419 710.160525 786.096042 868.690093 965.499146
2026-05-03 524.661063 581.364843 642.250223 712.589650 791.738562 878.190736 979.964314
2026-05-10 520.316097 578.493499 641.196609 713.914878 796.068719 886.167257 992.679606
2026-05-17 516.329121 575.934132 640.410442 715.464211 800.586564 894.308629 1005.557727
2026-05-24 512.068761 572.980926 639.103468 716.351137 804.291435 901.485530 1017.313085
2026-05-31 507.347646 569.422791 637.036977 716.302375 806.867929 907.332907 1027.517692
2026-06-07 504.025711 567.384811 636.628489 718.082614 811.482570 915.468911 1040.337378
2026-06-14 499.686766 564.117004 634.758033 718.130367 814.060108 921.237880 1050.409132
2026-06-21 496.865787 562.527642 634.748497 720.264298 818.997381 929.691418 1063.584807
2026-06-28 494.789236 561.744002 635.617938 723.373033 825.033551 939.401234 1078.233958